-28.8%
DPZ vs TMF
-87.5%
+58.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | -2.5% | -1.4% | -1.1% | -2.4% |
| 30D | -7.0% | -2.8% | -4.1% | -6.8% |
| 3M | +11.6% | -10.9% | +22.5% | +12.5% |
| 6M | -15.2% | -21.3% | +6.1% | -13.8% |
| YTD | -17.2% | -15.9% | -1.4% | -16.3% |
| 1Y | -24.8% | -15.7% | -9.1% | -24.0% |
| 3Y | -8.7% | -43.4% | +34.7% | -6.8% |
| All | -28.8% | -87.5% | +58.7% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling